As a joke I put one on a hot dog stick and toasted it over a camp fire, much the same as is done with a marshmallow. I was careful to make the outside crisp but not to scorch it. Don't burn. It should have no carbon on it. It completely changed the flavor of the thing. It was a great treat. Others tried it with similar results. Our camping crew now regularly roasts Twinkies.
Try it. You might like it. I'm not kidding.
Destined to replace the s'more in your anthology.